Mario Santos
MAPFRE
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Feeds
Submitted
Delta hedging
Delta hedging an option position using actual vs real volatility
10 years ago | 1 download |
Submitted
OptBinVal(iS0, iVola, iRate, iStrike, iType, iClass, iExpiry, iNoSteps)
Pricing function for plain vanilla options using binomial trees
10 years ago | 1 download |
Submitted
Market Data - Equity
Gets equity prices and dividends from yahoo finance directly to Excel
10 years ago | 1 download |
Submitted
Simple linear regression between EUR/USD exchange rate and 10Y USD Treasury Rate
Simple linear regression between EUR/USD exchange rate and 10Y USD Treasury Rate
10 years ago | 2 downloads |
Submitted
Risk manager for mutual funds
Calculates risk metrics using RiskMetrics 1996 paper by J.P. Morgan methodology
10 years ago | 1 download |
